+42.1%
RF vs AFRM
-58.9%
+101.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | 0.0% |
| 7D | -0.9% | -7.3% | +6.4% | +0.1% |
| 30D | +6.0% | -9.6% | +15.6% | +7.3% |
| 3M | -8.9% | -11.1% | +2.2% | -7.9% |
| 6M | +2.3% | +3.9% | -1.5% | +0.8% |
| YTD | +7.6% | -8.5% | +16.0% | +6.9% |
| 1Y | +21.2% | +3.3% | +17.9% | +18.0% |
| 3Y | +108.5% | +213.7% | -105.2% | +66.3% |
| All | +42.1% | -58.9% | +101.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling